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The determinants of Brazilian corporate credit ratings: how did the market react to sovereign downgrades?
First and foremost, I would like to thank my supervisors, Professor Miguel Ferreira at Nova SBE and Professor Ricardo Rochman at FGV-EESP, for their constructive feedback and insightful guidance throughout the research. I ...
A influência da alavancagem financeira na construção do custo de capital próprio: um estudo voltado para o mercado brasileiro
In the context of the Capital Asset Pricing Model (CAPM), the present study investigates the significance of financial leverage on the development of systematic risk. Based on Brazilian data, we tested the beta unleveraged ...
Cash flow and discount rate risk decomposition and ICAPM for the US and brazilian stock markets
This work applies the intertemporal asset pricing model developed by Campbell (1993) and Campbell and Vuolteenaho (2004) to the Brazilian 2x3 Fama-French stock portfolios from January 2003 to April 2012 and to the US 5x5 ...